+46.0%
SNOW vs KIM
+9.4%
+36.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -1.2% |
| 7D | -7.5% | -1.5% | -6.0% | -8.3% |
| 30D | -1.3% | -1.7% | +0.4% | -2.1% |
| 3M | +37.4% | -7.1% | +44.6% | +32.3% |
| 6M | +88.1% | +2.9% | +85.2% | +91.0% |
| YTD | +50.3% | +18.8% | +31.5% | +61.0% |
| 1Y | +46.0% | +9.4% | +36.6% | +54.1% |
| All | +46.0% | +9.4% | +36.6% | +54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KIM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling